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plotting.py
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import matplotlib.dates as mdates
import matplotlib.pyplot as plt
import matplotlib.colors as mcolors
import pandas as pd
import numpy as np
import copy
import io
import math
import warnings
import statistics as stat
from itertools import cycle
#from pandas.plotting import register_matplotlib_converters
#register_matplotlib_converters()
from mplfinance._utils import _construct_aline_collections
from mplfinance._utils import _construct_hline_collections
from mplfinance._utils import _construct_vline_collections
from mplfinance._utils import _construct_tline_collections
from mplfinance._utils import _construct_mpf_collections
from mplfinance._widths import _determine_width_config
from mplfinance._utils import _updown_colors
from mplfinance._utils import IntegerIndexDateTimeFormatter
from mplfinance._utils import _mscatter
from mplfinance import _styles
from mplfinance._arg_validators import _check_and_prepare_data, _mav_validator
from mplfinance._arg_validators import _process_kwargs, _validate_vkwargs_dict
from mplfinance._arg_validators import _kwarg_not_implemented, _bypass_kwarg_validation
from mplfinance._arg_validators import _hlines_validator, _vlines_validator
from mplfinance._arg_validators import _alines_validator, _tlines_validator
from mplfinance._arg_validators import _scale_padding_validator
from mplfinance._arg_validators import _valid_panel_id
from mplfinance._panels import _build_panels
from mplfinance._panels import _set_ticks_on_bottom_panel_only
from mplfinance._helpers import _determine_format_string
from mplfinance._helpers import _list_of_dict
from mplfinance._helpers import _num_or_seq_of_num
from mplfinance._helpers import _adjust_color_brightness
VALID_PMOVE_TYPES = ['renko', 'pnf']
DEFAULT_FIGRATIO = (8.00,5.75)
def with_rc_context(func):
'''
This decoractor creates an rcParams context around a function, so that any changes
the function makes to rcParams will be reversed when the decorated function returns
(therefore those changes have no effect outside of the decorated function).
'''
def decorator(*args, **kwargs):
with plt.rc_context():
return func(*args, **kwargs)
return decorator
def _warn_no_xgaps_deprecated(value):
warnings.warn('\n\n ================================================================= '+
'\n\n WARNING: `no_xgaps` is deprecated:'+
'\n Default value is now `no_xgaps=True`'+
'\n However, to set `no_xgaps=False` and silence this warning,'+
'\n use instead: `show_nontrading=True`.'+
'\n\n ================================================================ ',
category=DeprecationWarning)
return isinstance(value,bool)
def _warn_set_ylim_deprecated(value):
warnings.warn('\n\n ================================================================= '+
'\n\n WARNING: `set_ylim=(ymin,ymax)` kwarg '+
'\n has been replaced with: '+
'\n `ylim=(ymin,ymax)`.'+
'\n\n ================================================================ ',
category=DeprecationWarning)
return isinstance(value,bool)
def _valid_plot_kwargs():
'''
Construct and return the "valid kwargs table" for the mplfinance.plot() function.
A valid kwargs table is a `dict` of `dict`s. The keys of the outer dict are the
valid key-words for the function. The value for each key is a dict containing
2 specific keys: "Default", and "Validator" with the following values:
"Default" - The default value for the kwarg if none is specified.
"Validator" - A function that takes the caller specified value for the kwarg,
and validates that it is the correct type, and (for kwargs with
a limited set of allowed values) may also validate that the
kwarg value is one of the allowed values.
'''
vkwargs = {
'columns' : { 'Default' : ('Open', 'High', 'Low', 'Close', 'Volume'),
'Validator' : lambda value: isinstance(value, (tuple, list))
and len(value) == 5
and all(isinstance(c, str) for c in value) },
'type' : { 'Default' : 'ohlc',
'Validator' : lambda value: value in ('candle','candlestick','ohlc','ohlc_bars',
'line','renko','pnf') },
'style' : { 'Default' : 'default',
'Validator' : lambda value: value in _styles.available_styles() or isinstance(value,dict) },
'volume' : { 'Default' : False,
'Validator' : lambda value: isinstance(value,bool) },
'mav' : { 'Default' : None,
'Validator' : _mav_validator },
'renko_params' : { 'Default' : dict(),
'Validator' : lambda value: isinstance(value,dict) },
'pnf_params' : { 'Default' : dict(),
'Validator' : lambda value: isinstance(value,dict) },
'study' : { 'Default' : None,
'Validator' : lambda value: _kwarg_not_implemented(value) },
'marketcolors' : { 'Default' : None, # use 'style' for default, instead.
'Validator' : lambda value: isinstance(value,dict) },
'no_xgaps' : { 'Default' : True, # None means follow default logic below:
'Validator' : lambda value: _warn_no_xgaps_deprecated(value) },
'show_nontrading' : { 'Default' : False,
'Validator' : lambda value: isinstance(value,bool) },
'figscale' : { 'Default' : 1.0, # scale base figure size up or down.
'Validator' : lambda value: isinstance(value,float) or isinstance(value,int) },
'figratio' : { 'Default' : DEFAULT_FIGRATIO, # aspect ratio; scaled to 8.0 height
'Validator' : lambda value: isinstance(value,(tuple,list))
and len(value) == 2
and isinstance(value[0],(float,int))
and isinstance(value[1],(float,int)) },
'figsize' : { 'Default' : None, # figure size; overrides figratio and figscale
'Validator' : lambda value: isinstance(value,(tuple,list))
and len(value) == 2
and isinstance(value[0],(float,int))
and isinstance(value[1],(float,int)) },
'linecolor' : { 'Default' : None, # line color in line plot
'Validator' : lambda value: mcolors.is_color_like(value) },
'title' : { 'Default' : None, # Plot Title
'Validator' : lambda value: isinstance(value,str) },
'ylabel' : { 'Default' : 'Price', # y-axis label
'Validator' : lambda value: isinstance(value,str) },
'ylabel_lower' : { 'Default' : None, # y-axis label default logic below
'Validator' : lambda value: isinstance(value,str) },
'addplot' : { 'Default' : None,
'Validator' : lambda value: isinstance(value,dict) or (isinstance(value,list) and all([isinstance(d,dict) for d in value])) },
'savefig' : { 'Default' : None,
'Validator' : lambda value: isinstance(value,dict) or isinstance(value,str) or isinstance(value, io.BytesIO) },
'block' : { 'Default' : None,
'Validator' : lambda value: isinstance(value,bool) },
'returnfig' : { 'Default' : False,
'Validator' : lambda value: isinstance(value,bool) },
'return_calculated_values' : {'Default' : None,
'Validator' : lambda value: isinstance(value, dict) and len(value) == 0},
'set_ylim' : {'Default' : None,
'Validator' : lambda value: _warn_set_ylim_deprecated(value) },
'ylim' : {'Default' : None,
'Validator' : lambda value: isinstance(value, (list,tuple)) and len(value) == 2
and all([isinstance(v,(int,float)) for v in value])},
'set_ylim_panelB' : {'Default' : None,
'Validator' : lambda value: _warn_set_ylim_deprecated(value) },
'hlines' : { 'Default' : None,
'Validator' : lambda value: _hlines_validator(value) },
'vlines' : { 'Default' : None,
'Validator' : lambda value: _vlines_validator(value) },
'alines' : { 'Default' : None,
'Validator' : lambda value: _alines_validator(value) },
'tlines' : { 'Default' : None,
'Validator' : lambda value: _tlines_validator(value) },
'panel_ratios' : { 'Default' : None,
'Validator' : lambda value: isinstance(value,(tuple,list)) and len(value) <= 10 and
all([isinstance(v,(int,float)) for v in value]) },
'main_panel' : { 'Default' : 0,
'Validator' : lambda value: _valid_panel_id(value) },
'volume_panel' : { 'Default' : 1,
'Validator' : lambda value: _valid_panel_id(value) },
'num_panels' : { 'Default' : None,
'Validator' : lambda value: isinstance(value,int) and value in range(1,10+1) },
'datetime_format' : { 'Default' : None,
'Validator' : lambda value: isinstance(value,str) },
'xrotation' : { 'Default' : 45,
'Validator' : lambda value: isinstance(value,(int,float)) },
'axisoff' : { 'Default' : False,
'Validator' : lambda value: isinstance(value,bool) },
'closefig' : { 'Default' : 'auto',
'Validator' : lambda value: isinstance(value,bool) },
'fill_between' : { 'Default' : None,
'Validator' : lambda value: _num_or_seq_of_num(value) or
(isinstance(value,dict) and 'y1' in value and
_num_or_seq_of_num(value['y1'])) },
'tight_layout' : { 'Default' : False,
'Validator' : lambda value: isinstance(value,bool) },
'width_adjuster_version' : { 'Default' : 'v1',
'Validator' : lambda value: value in ('v0', 'v1') },
'scale_width_adjustment' : { 'Default' : None,
'Validator' : lambda value: isinstance(value,dict) and len(value) > 0 },
'update_width_config' : { 'Default' : None,
'Validator' : lambda value: isinstance(value,dict) and len(value) > 0 },
'return_width_config' : { 'Default' : None,
'Validator' : lambda value: isinstance(value,dict) and len(value)==0 },
'saxbelow' : { 'Default' : True, # Issue#115 Comment#639446764
'Validator' : lambda value: isinstance(value,bool) },
'scale_padding' : { 'Default' : 1.0, # Issue#193
'Validator' : lambda value: _scale_padding_validator(value) },
}
_validate_vkwargs_dict(vkwargs)
return vkwargs
###@with_rc_context
def plot( data, **kwargs ):
"""
Given a Pandas DataFrame containing columns Open,High,Low,Close and optionally Volume
with a DatetimeIndex, plot the data.
Available plots include ohlc bars, candlestick, and line plots.
Also provide visually analysis in the form of common technical studies, such as:
moving averages, renko, etc.
Also provide ability to plot trading signals, and/or addtional user-defined data.
"""
config = _process_kwargs(kwargs, _valid_plot_kwargs())
dates,opens,highs,lows,closes,volumes = _check_and_prepare_data(data, config)
if config['type'] in VALID_PMOVE_TYPES and config['addplot'] is not None:
err = "`addplot` is not supported for `type='" + config['type'] +"'`"
raise ValueError(err)
style = config['style']
if isinstance(style,str):
style = config['style'] = _styles._get_mpfstyle(style)
if isinstance(style,dict):
_styles._apply_mpfstyle(style)
else:
raise TypeError('style should be a `dict`; why is it not?')
if config['figsize'] is None:
w,h = config['figratio']
r = float(w)/float(h)
if r < 0.20 or r > 5.0:
raise ValueError('"figratio" (aspect ratio) must be between 0.20 and 5.0 (but is '+str(r)+')')
default_scale = DEFAULT_FIGRATIO[1]/h
h *= default_scale
w *= default_scale
base = (w,h)
figscale = config['figscale']
fsize = [d*figscale for d in base]
else:
fsize = config['figsize']
fig = plt.figure()
fig.set_size_inches(fsize)
if config['volume'] and volumes is None:
raise ValueError('Request for volume, but NO volume data.')
panels = _build_panels(fig, config)
volumeAxes = panels.at[config['volume_panel'],'axes'][0] if config['volume'] is True else None
fmtstring = _determine_format_string( dates, config['datetime_format'] )
ptype = config['type']
if config['show_nontrading']:
formatter = mdates.DateFormatter(fmtstring)
xdates = dates
else:
formatter = IntegerIndexDateTimeFormatter(dates, fmtstring)
xdates = np.arange(len(dates))
axA1 = panels.at[config['main_panel'],'axes'][0]
# Will have to handle widths config separately for PMOVE types ??
config['_width_config'] = _determine_width_config(xdates, config)
rwc = config['return_width_config']
if isinstance(rwc,dict) and len(rwc)==0:
config['return_width_config'].update(config['_width_config'])
collections = None
if ptype == 'line':
lw = config['_width_config']['line_width']
axA1.plot(xdates, closes, color=config['linecolor'], linewidth=lw)
else:
collections =_construct_mpf_collections(ptype,dates,xdates,opens,highs,lows,closes,volumes,config,style)
if ptype in VALID_PMOVE_TYPES:
collections, new_dates, volumes, brick_values, size = collections
formatter = IntegerIndexDateTimeFormatter(new_dates, fmtstring)
xdates = np.arange(len(new_dates))
if collections is not None:
for collection in collections:
axA1.add_collection(collection)
if ptype in VALID_PMOVE_TYPES:
mavprices = _plot_mav(axA1,config,xdates,brick_values)
else:
mavprices = _plot_mav(axA1,config,xdates,closes)
avg_dist_between_points = (xdates[-1] - xdates[0]) / float(len(xdates))
if not config['tight_layout']:
minx = xdates[0] - avg_dist_between_points
maxx = xdates[-1] + avg_dist_between_points
else:
minx = xdates[0] - (0.45 * avg_dist_between_points)
maxx = xdates[-1] + (0.45 * avg_dist_between_points)
if len(xdates) == 1: # kludge special case
minx = minx - 0.75
maxx = maxx + 0.75
if ptype not in VALID_PMOVE_TYPES:
_lows = lows
_highs = highs
else:
_lows = brick_values
_highs = [brick+size for brick in brick_values]
miny = np.nanmin(_lows)
maxy = np.nanmax(_highs)
if config['ylim'] is not None:
axA1.set_ylim(config['ylim'][0], config['ylim'][1])
elif config['tight_layout']:
axA1.set_xlim(minx,maxx)
ydelta = 0.01 * (maxy-miny)
axA1.set_ylim(miny-ydelta,maxy+ydelta)
else:
corners = (minx, miny), (maxx, maxy)
axA1.update_datalim(corners)
if config['return_calculated_values'] is not None:
retdict = config['return_calculated_values']
if ptype in VALID_PMOVE_TYPES:
prekey = ptype
retdict[prekey+'_bricks'] = brick_values
retdict[prekey+'_dates'] = mdates.num2date(new_dates)
retdict[prekey+'_size'] = size
if config['volume']:
retdict[prekey+'_volumes'] = volumes
if config['mav'] is not None:
mav = config['mav']
if len(mav) != len(mavprices):
warnings.warn('len(mav)='+str(len(mav))+' BUT len(mavprices)='+str(len(mavprices)))
else:
for jj in range(0,len(mav)):
retdict['mav' + str(mav[jj])] = mavprices[jj]
retdict['minx'] = minx
retdict['maxx'] = maxx
retdict['miny'] = miny
retdict['maxy'] = maxy
# Note: these are NOT mutually exclusive, so the order of this
# if/elif is important: VALID_PMOVE_TYPES must be first.
if ptype in VALID_PMOVE_TYPES:
dtix = pd.DatetimeIndex([dt for dt in mdates.num2date(new_dates)])
elif not config['show_nontrading']:
dtix = data.index
else:
dtix = None
line_collections = []
line_collections.append(_construct_aline_collections(config['alines'], dtix))
line_collections.append(_construct_hline_collections(config['hlines'], minx, maxx))
line_collections.append(_construct_vline_collections(config['vlines'], dtix, miny, maxy))
tlines = config['tlines']
if isinstance(tlines,(list,tuple)) and all([isinstance(item,dict) for item in tlines]):
pass
else:
tlines = [tlines,]
for tline_item in tlines:
line_collections.append(_construct_tline_collections(tline_item, dtix, dates, opens, highs, lows, closes))
for collection in line_collections:
if collection is not None:
axA1.add_collection(collection)
datalen = len(xdates)
if config['volume']:
vup,vdown = style['marketcolors']['volume'].values()
#-- print('vup,vdown=',vup,vdown)
vcolors = _updown_colors(vup, vdown, opens, closes, use_prev_close=style['marketcolors']['vcdopcod'])
#-- print('len(vcolors),len(opens),len(closes)=',len(vcolors),len(opens),len(closes))
#-- print('vcolors=',vcolors)
w = config['_width_config']['volume_width']
lw = config['_width_config']['volume_linewidth']
adjc = _adjust_color_brightness(vcolors,0.90)
volumeAxes.bar(xdates,volumes,width=w,linewidth=lw,color=vcolors,ec=adjc)
miny = 0.3 * np.nanmin(volumes)
maxy = 1.1 * np.nanmax(volumes)
volumeAxes.set_ylim( miny, maxy )
xrotation = config['xrotation']
_set_ticks_on_bottom_panel_only(panels,formatter,rotation=xrotation)
addplot = config['addplot']
if addplot is not None and ptype not in VALID_PMOVE_TYPES:
# Calculate the Order of Magnitude Range ('mag')
# If addplot['secondary_y'] == 'auto', then: If the addplot['data']
# is out of the Order of Magnitude Range, then use secondary_y.
# Calculate omrange for Main panel, and for Lower (volume) panel:
lo = math.log(max(math.fabs(np.nanmin(lows)),1e-7),10) - 0.5
hi = math.log(max(math.fabs(np.nanmax(highs)),1e-7),10) + 0.5
panels['mag'] = [None]*len(panels) # create 'mag'nitude column
panels.at[config['main_panel'],'mag'] = {'lo':lo,'hi':hi} # update main panel magnitude range
if config['volume']:
lo = math.log(max(math.fabs(np.nanmin(volumes)),1e-7),10) - 0.5
hi = math.log(max(math.fabs(np.nanmax(volumes)),1e-7),10) + 0.5
panels.at[config['volume_panel'],'mag'] = {'lo':lo,'hi':hi}
if isinstance(addplot,dict):
addplot = [addplot,] # make list of dict to be consistent
elif not _list_of_dict(addplot):
raise TypeError('addplot must be `dict`, or `list of dict`, NOT '+str(type(addplot)))
for apdict in addplot:
panid = apdict['panel']
if panid == 'main' : panid = 0 # for backwards compatibility
elif panid == 'lower': panid = 1 # for backwards compatibility
if apdict['y_on_right'] is not None:
panels.at[panid,'y_on_right'] = apdict['y_on_right']
aptype = apdict['type']
if aptype == 'ohlc' or aptype == 'candle':
ax = _addplot_collections(panid,panels,apdict,xdates,config)
if (apdict['ylabel'] is not None):
ax.set_ylabel(apdict['ylabel'])
if apdict['ylim'] is not None:
ax.set_ylim(apdict['ylim'][0],apdict['ylim'][1])
#elif config['tight_layout']:
# ax.set_xlim(minx,maxx)
# ydelta = 0.01 * (maxy-miny)
# ax.set_ylim(miny-ydelta,maxy+ydelta)
#else:
# corners = (minx, miny), (maxx, maxy)
# ax.update_datalim(corners)
else:
apdata = apdict['data']
if isinstance(apdata,list) and not isinstance(apdata[0],(float,int)):
raise TypeError('apdata is list but NOT of float or int')
if isinstance(apdata,pd.DataFrame):
havedf = True
else:
havedf = False # must be a single series or array
apdata = [apdata,] # make it iterable
for column in apdata:
ydata = apdata.loc[:,column] if havedf else column
ax = _addplot_columns(panid,panels,ydata,apdict,xdates,config)
if (apdict["ylabel"] is not None):
ax.set_ylabel(apdict["ylabel"])
if apdict['ylim'] is not None:
ax.set_ylim(apdict['ylim'][0],apdict['ylim'][1])
#elif config['tight_layout']:
# ax.set_xlim(minx,maxx)
# ydelta = 0.01 * (maxy-miny)
# ax.set_ylim(miny-ydelta,maxy+ydelta)
#else:
# corners = (minx, miny), (maxx, maxy)
# ax.update_datalim(corners)
if config['fill_between'] is not None:
fb = config['fill_between']
panid = config['main_panel']
if isinstance(fb,dict):
if 'x' in fb:
raise ValueError('fill_between dict may not contain `x`')
if 'panel' in fb:
panid = fb['panel']
del fb['panel']
else:
fb = dict(y1=fb)
fb['x'] = xdates
ax = panels.at[panid,'axes'][0]
ax.fill_between(**fb)
# put the primary axis on one side,
# and the twinx() on the "other" side:
for panid,row in panels.iterrows():
ax = row['axes']
y_on_right = style['y_on_right'] if row['y_on_right'] is None else row['y_on_right']
_set_ylabels_side(ax[0],ax[1],y_on_right)
# TODO: ================================================================
# TODO: Investigate:
# TODO: ===========
# TODO: It appears to me that there may be some or significant overlap
# TODO: between what the following functions actually do:
# TODO: At the very least, all four of them appear to communicate
# TODO: to matplotlib that the xaxis should be treated as dates:
# TODO: -> 'ax.autoscale_view()'
# TODO: -> 'ax.xaxis_dates()'
# TODO: -> 'plt.autofmt_xdates()'
# TODO: -> 'fig.autofmt_xdate()'
# TODO: ================================================================
#if config['autofmt_xdate']:
#print('CALLING fig.autofmt_xdate()')
#fig.autofmt_xdate()
axA1.autoscale_view() # Is this really necessary??
# It appears to me, based on experience coding types 'ohlc' and 'candle'
# for `addplot`, that this IS necessary when the only thing done to the
# the axes is .add_collection(). (However, if ax.plot() .scatter() or
# .bar() was called, then possibly this is not necessary; not entirely
# sure, but it definitely was necessary to get 'ohlc' and 'candle'
# working in `addplot`).
axA1.set_ylabel(config['ylabel'])
if config['volume']:
volumeAxes.figure.canvas.draw() # This is needed to calculate offset
offset = volumeAxes.yaxis.get_major_formatter().get_offset()
volumeAxes.yaxis.offsetText.set_visible(False)
if len(offset) > 0:
offset = (' x '+offset)
if config['ylabel_lower'] is None:
vol_label = 'Volume'+offset
else:
if len(offset) > 0:
offset = '\n'+offset
vol_label = config['ylabel_lower'] + offset
volumeAxes.set_ylabel(vol_label)
if config['title'] is not None:
if config['tight_layout']:
# IMPORTANT: 0.89 is based on the top of the top panel
# being at 0.18+0.7 = 0.88. See _panels.py
# If the value changes there, then it needs to change here.
fig.suptitle(config['title'],size='x-large',weight='semibold', va='bottom', y=0.89)
else:
fig.suptitle(config['title'],size='x-large',weight='semibold', va='center')
for panid,row in panels.iterrows():
if not row['used2nd']:
row['axes'][1].set_visible(False)
# Should we create a new kwarg to return a flattened axes list
# versus a list of tuples of primary and secondary axes?
# For now, for backwards compatibility, we flatten axes list:
axlist = [ax for axes in panels['axes'] for ax in axes]
if config['axisoff']:
for ax in axlist:
ax.set_axis_off()
if config['savefig'] is not None:
save = config['savefig']
if isinstance(save,dict):
if config['tight_layout'] and 'bbox_inches' not in save:
plt.savefig(**save,bbox_inches='tight')
else:
plt.savefig(**save)
else:
if config['tight_layout']:
plt.savefig(save,bbox_inches='tight')
else:
plt.savefig(save)
if config['closefig']: # True or 'auto'
plt.close(fig)
elif not config['returnfig']:
plt.show(block=config['block']) # https://stackoverflow.com/a/13361748/1639359
if config['closefig'] == True or (config['block'] and config['closefig']):
plt.close(fig)
if config['returnfig']:
if config['closefig'] == True: plt.close(fig)
return (fig, axlist)
# rcp = copy.deepcopy(plt.rcParams)
# rcpdf = rcParams_to_df(rcp)
# print('type(rcpdf)=',type(rcpdf))
# print('rcpdfhead(3)=',rcpdf.head(3))
# return # rcpdf
def _addplot_collections(panid,panels,apdict,xdates,config):
apdata = apdict['data']
aptype = apdict['type']
#--------------------------------------------------------------#
# Note: _auto_secondary_y() sets the 'magnitude' column in the
# `panels` dataframe, which is needed for automatically
# determining if secondary_y is needed. Therefore we call
# _auto_secondary_y() for *all* addplots, even those that
# are set to True or False (not 'auto') for secondary_y
# because their magnitudes may be needed if *any* apdicts
# contain secondary_y='auto'.
# In theory we could first loop through all apdicts to see
# if any have secondary_y='auto', but since that is the
# default value, we will just assume we have at least one.
valid_apc_types = ['ohlc','candle']
if aptype not in valid_apc_types:
raise TypeError('Invalid aptype='+str(aptype)+'. Must be one of '+str(valid_apc_types))
if not isinstance(apdata,pd.DataFrame):
raise TypeError('addplot type "'+aptype+'" MUST be accompanied by addplot data of type `pd.DataFrame`')
d,o,h,l,c,v = _check_and_prepare_data(apdata,config)
collections = _construct_mpf_collections(aptype,d,xdates,o,h,l,c,v,config,config['style'])
lo = math.log(max(math.fabs(np.nanmin(l)),1e-7),10) - 0.5
hi = math.log(max(math.fabs(np.nanmax(h)),1e-7),10) + 0.5
secondary_y = _auto_secondary_y( panels, panid, lo, hi )
if 'auto' != apdict['secondary_y']:
secondary_y = apdict['secondary_y']
if secondary_y:
ax = panels.at[panid,'axes'][1]
panels.at[panid,'used2nd'] = True
else:
ax = panels.at[panid,'axes'][0]
for coll in collections:
ax.add_collection(coll)
if apdict['mav'] is not None:
apmavprices = _plot_mav(ax,config,xdates,c,apdict['mav'])
ax.autoscale_view()
return ax
def _addplot_columns(panid,panels,ydata,apdict,xdates,config):
secondary_y = False
if apdict['secondary_y'] == 'auto':
yd = [y for y in ydata if not math.isnan(y)]
ymhi = math.log(max(math.fabs(np.nanmax(yd)),1e-7),10)
ymlo = math.log(max(math.fabs(np.nanmin(yd)),1e-7),10)
secondary_y = _auto_secondary_y( panels, panid, ymlo, ymhi )
else:
secondary_y = apdict['secondary_y']
#print("apdict['secondary_y'] says secondary_y is",secondary_y)
if secondary_y:
ax = panels.at[panid,'axes'][1]
panels.at[panid,'used2nd'] = True
else:
ax = panels.at[panid,'axes'][0]
aptype = apdict['type']
if aptype == 'scatter':
size = apdict['markersize']
mark = apdict['marker']
color = apdict['color']
alpha = apdict['alpha']
if isinstance(mark,(list,tuple,np.ndarray)):
_mscatter(xdates,ydata,ax=ax,m=mark,s=size,color=color,alpha=alpha)
else:
ax.scatter(xdates,ydata,s=size,marker=mark,color=color,alpha=alpha)
elif aptype == 'bar':
width = 0.8 if apdict['width'] is None else apdict['width']
bottom = apdict['bottom']
color = apdict['color']
alpha = apdict['alpha']
ax.bar(xdates,ydata,width=width,bottom=bottom,color=color,alpha=alpha)
elif aptype == 'line':
ls = apdict['linestyle']
color = apdict['color']
width = apdict['width'] if apdict['width'] is not None else 1.6*config['_width_config']['line_width']
alpha = apdict['alpha']
ax.plot(xdates,ydata,linestyle=ls,color=color,linewidth=width,alpha=alpha)
else:
raise ValueError('addplot type "'+str(aptype)+'" NOT yet supported.')
if apdict['mav'] is not None:
apmavprices = _plot_mav(ax,config,xdates,ydata,apdict['mav'])
return ax
def _set_ylabels_side(ax_pri,ax_sec,primary_on_right):
# put the primary axis on one side,
# and the twinx() on the "other" side:
if primary_on_right == True:
ax_pri.yaxis.set_label_position('right')
ax_pri.yaxis.tick_right()
ax_sec.yaxis.set_label_position('left')
ax_sec.yaxis.tick_left()
else: # treat non-True as False, whether False, None, or anything else.
ax_pri.yaxis.set_label_position('left')
ax_pri.yaxis.tick_left()
ax_sec.yaxis.set_label_position('right')
ax_sec.yaxis.tick_right()
def _plot_mav(ax,config,xdates,prices,apmav=None,apwidth=None):
style = config['style']
if apmav is not None:
mavgs = apmav
else:
mavgs = config['mav']
mavp_list = []
if mavgs is not None:
if isinstance(mavgs,int):
mavgs = mavgs, # convert to tuple
if len(mavgs) > 7:
mavgs = mavgs[0:7] # take at most 7
if style['mavcolors'] is not None:
mavc = cycle(style['mavcolors'])
else:
mavc = None
for mav in mavgs:
mavprices = pd.Series(prices).rolling(mav).mean().values
lw = config['_width_config']['line_width']
if mavc:
ax.plot(xdates, mavprices, linewidth=lw, color=next(mavc))
else:
ax.plot(xdates, mavprices, linewidth=lw)
mavp_list.append(mavprices)
return mavp_list
def _auto_secondary_y( panels, panid, ylo, yhi ):
# If mag(nitude) for this panel is not yet set, then set it
# here, as this is the first ydata to be plotted on this panel:
# i.e. consider this to be the 'primary' axis for this panel.
secondary_y = False
p = panid,'mag'
if panels.at[p] is None:
panels.at[p] = {'lo':ylo,'hi':yhi}
elif ylo < panels.at[p]['lo'] or yhi > panels.at[p]['hi']:
secondary_y = True
#if secondary_y:
# print('auto says USE secondary_y ... for panel',panid)
#else:
# print('auto says do NOT use secondary_y ... for panel',panid)
return secondary_y
def _valid_addplot_kwargs():
valid_linestyles = ('-','solid','--','dashed','-.','dashdot','.','dotted',None,' ','')
valid_types = ('line','scatter','bar', 'ohlc', 'candle')
vkwargs = {
'scatter' : { 'Default' : False,
'Validator' : lambda value: isinstance(value,bool) },
'type' : { 'Default' : 'line',
'Validator' : lambda value: value in valid_types },
'mav' : { 'Default' : None,
'Validator' : _mav_validator },
'panel' : { 'Default' : 0,
'Validator' : lambda value: _valid_panel_id(value) },
'marker' : { 'Default' : 'o',
'Validator' : lambda value: _bypass_kwarg_validation(value) },
'markersize' : { 'Default' : 18,
'Validator' : lambda value: isinstance(value,(int,float)) },
'color' : { 'Default' : None,
'Validator' : lambda value: mcolors.is_color_like(value) or
(isinstance(value,(list,tuple,np.ndarray)) and all([mcolors.is_color_like(v) for v in value])) },
'linestyle' : { 'Default' : None,
'Validator' : lambda value: value in valid_linestyles },
'width' : { 'Default' : None, # width of `bar` or `line`
'Validator' : lambda value: isinstance(value,(int,float)) or
all([isinstance(v,(int,float)) for v in value]) },
'bottom' : { 'Default' : 0, # bottom for `type=bar` plots
'Validator' : lambda value: isinstance(value,(int,float)) or
all([isinstance(v,(int,float)) for v in value]) },
'alpha' : { 'Default' : 1, # alpha of `bar`, `line`, or `scatter`
'Validator' : lambda value: isinstance(value,(int,float)) or
all([isinstance(v,(int,float)) for v in value]) },
'secondary_y' : { 'Default' : 'auto',
'Validator' : lambda value: isinstance(value,bool) or value == 'auto' },
'y_on_right' : { 'Default' : None,
'Validator' : lambda value: isinstance(value,bool) },
'ylabel' : { 'Default' : None,
'Validator' : lambda value: isinstance(value,str) },
'ylim' : {'Default' : None,
'Validator' : lambda value: isinstance(value, (list,tuple)) and len(value) == 2
and all([isinstance(v,(int,float)) for v in value])},
}
_validate_vkwargs_dict(vkwargs)
return vkwargs
def make_addplot(data, **kwargs):
'''
Take data (pd.Series, pd.DataFrame, np.ndarray of floats, list of floats), and
kwargs (see valid_addplot_kwargs_table) and construct a correctly structured dict
to be passed into plot() using kwarg `addplot`.
NOTE WELL: len(data) here must match the len(data) passed into plot()
'''
if not isinstance(data, (pd.Series, pd.DataFrame, np.ndarray, list)):
raise TypeError('Wrong type for data, in make_addplot()')
config = _process_kwargs(kwargs, _valid_addplot_kwargs())
# kwarg `type` replaces kwarg `scatter`
if config['scatter'] == True and config['type'] == 'line':
config['type'] = 'scatter'
return dict( data=data, **config)